+2,329.7%
GD vs ATI
+872.7%
+1,457.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.0% | +3.7% | -1.2% |
| 7D | -3.9% | -3.8% | -0.1% | -3.3% |
| 30D | +8.1% | -13.5% | +21.6% | +10.6% |
| 3M | -6.8% | -17.9% | +11.2% | -3.9% |
| 6M | +3.0% | +8.4% | -5.4% | +0.4% |
| YTD | +7.8% | +46.7% | -38.9% | -1.2% |
| 1Y | +5.8% | +74.5% | -68.7% | -6.1% |
| 3Y | +55.3% | +303.7% | -248.4% | +14.0% |
| 5Y | +96.7% | +848.9% | -752.3% | +19.8% |
| 10Y | +195.4% | +1,089.7% | -894.3% | +54.4% |
| All | +2,329.7% | +872.7% | +1,457.1% | +1,015.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling